# How fit a regression model with two time series

I want to assess the effect of temperature on fish mortality. Both variables are time series, so the residual will be autocorrelated. Is there a regression method to deal with that?

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One approach is prewhitening –  Glen_b Feb 20 '13 at 4:08
@StephanKolassa My comment (i) is giving a link not present in that answer, (ii) giving a search term not present in that answer, and (iii) acts as confirmation for the OP that this approach is not something that the answerer just pulled out of the blue. But if you really think that it adds nothing whatever, I can delete it. –  Glen_b Feb 20 '13 at 22:09
@Glen_b: maybe I am misunderstanding your comment, or maybe you are misunderstanding my comment... I was not claiming your original comment was a subset of the answer already posted below - I wanted to suggest that you post your comment as an additional answer. Sorry for the confusion. –  Stephan Kolassa Feb 20 '13 at 22:22
@StephanKolassa Oh, my apologies. I did indeed misunderstand you. It struck me as a little brief for an answer, especially when there was overlap with the answer already given. Edit - now put as an answer. –  Glen_b Feb 20 '13 at 22:24

You have to remove the auto-correlation from both variables calculating the auto-correlations from each variable at different lags Newx = x-Rho*x Good luck